See, it depends what you ahve been like, have you been nagging him and turning what should be a fun thing for him (yay! pressies for birthday and christmas) into a chore? Are you sucking the fun out of this?
As others have said, perhaps it's that anything you will get him would be in his price range to get himself, so if he tells you want to get him, it's not very special at all?
You know him, what would he want/need? Don't rely on him telling you as he obviously hates that. Not helpful now, but in the future, could you start an 'ideas list' for him - I e-mail myself every now and then when i see something I think DH or someone else I know would like, even though it's 6 months to their birthdays so I've got some ideas if they say "don't know". Of course, DH has ruined this great plan this year by requesting some new boots, which as he has to try on and going shopping together is tricky with a toddler has lead to him going buying them, me giving him the money back. Not very exciting at all...
What does he like? Is there a particular chocolate/treat he likes? (DH is partial to white toblerone, it's hard to find outside of christmas season, is always impressed if I've found some at his birthday)
For a 30th, something special and keepsake like - what's your budget? How about some nice cufflinks? A really nice pen? What about a new wallet? (Men rarely notice how falling apart their wallets are). Could you get grandparents to look after the DCs and treat him to dinner and then staying over in a nice hotel?
Get him something to show you've thought about him, not just bought the random thing he asked for.